A Reexamination of Size Effect in the Taiwanese Stock Market
碩士 === 逢甲大學 === 會計與財稅所 === 92 === Abstract The samples of this research are selected from companies which have shares listed on the Taiwan Stock Exchange. The study period covered 20 years from 1984 to 2003. Using monthly return data, the market model is adopted to calculate the abnormal returns of...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89369130765645995115 |